osNoOp: default order sizing function

Description Usage Arguments Details

View source: R/osFUNs.R

Description

default function performs no operation (NoOp), returns orderqty

Usage

1
osNoOp(timestamp, orderqty, portfolio, symbol, ruletype, ...)

Arguments

timestamp

timestamp coercible to POSIXct that will be the time the order will be inserted on

orderqty

numeric quantity of the desired order, modified by osFUN

portfolio

text name of the portfolio to place orders in

symbol

identifier of the instrument to place orders for. The name of any associated price objects (xts prices, usually OHLC) should match these

ruletype

one of "risk","order","rebalance","exit","enter", see add.rule

...

any other passthru parameters

Details

if orderqty 'all', will only work on an exit rule type, otherwize orderqty is zero.


naturalsmen/quantstrat documentation built on May 23, 2017, 10:38 a.m.